That doesn't sound right.
A freewheel is a type of rachet mechanism that means, when installed on a bike, you can pedal forwards to move forwards, and you can stop pedalling and you'll keep going.
Anyway, a freewheel, whether it's on the front or the back, does the same thing.
A freehub is simply a hub that has the freewheel mechanism built in. On a mountain bike typically it's mounted inside a slotted barrel that you can slide sprockets onto. On a profile, it's a similar system but the barrel is much shorter so you can only fit one sprocket onto it.
If you're using a mod, 20" bike, then you'll be looking at 18-12 gearing. Having a freewheel on the front is usually the cheapest option. If you use a profile, it'll probably come with a 12t sprocket, so you'll need a fixed 18 sprocket on the front.
You CAN use a freewheel on the front and the rear, but it's absolutely pointless, you get no benefits whatsoever, and it costs you more money to set up.
Now your other questions...
Mods usually come with the freewheel on the front, it's the cheaper option. I'd stick to that.
In trials, and mountainbike you have one type of BB shell, which is what you know as Euro.
BBs for trials come in two splines, square tapered and isis.
In BMX your cranks have the axle in the BB, but in trials the axle is inside the BB, hence the need for standard fittings!
You can buy cranks in a few lengths, and to fit square or ISIS. I'd personally recommend ISIS as it seems to be a more durable spline, there's more choice for cranks and BBs in trials, and the cranks don't come loose as much, unless you ruin them.
Tar is an option for making rubbish brakes work better. If you have a standard brake set up - magura's own pads, and a smooth rim, by all means use some, but only use a tiny bit, don't overdo it or else you'll find your brake sticking.
I'd leave it at that. If you have the money, buy a better set of brake pads, an angle grinder, and maybe a brake booster. The angle grinder's used to roughen the rim's surface, which when you think about it, sounds obvious as to how it makes the brake better. However, if you use shit pads like the standard magura pads, they will disintegrate, hence the need for better ones that can cope with a grind. You won't look back.
Next, yes you can get fixed sprockets off from wheels and cranks.
Bear with me -Tartybikes is seen to be the best place to get hold of trials parts.
However they do have a section of videos, some of them explaining products - I suggest you watch them - and some of them explaining how to do mechanical tasks, including how to set up your brake, and... How to get those tricky sprockets off!
FInally, no, a bike made for a 20" rear wheel has brake mounts set up for a 20" wheel, so if you put a 19" wheel in there, you can't use the brake. Unless you have a rear disc brake...